Articles (FOR): Nye registreringer
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Utskjelt bonuslønn fortsatt utbredt - fordi den virker?
(Peer reviewed; Journal article, 2018)En litteraturgjennomgang viser at det i snitt er en positiv sammenheng mellom belønninger og prestasjoner. Norske bedriftsledere opptrer i tråd med dette. Rundt halvparten av alle ansatte i de største bedriftene har ... -
Incitements for transportation collaboration by cost allocation
(Journal article; Peer reviewed, 2018)In this paper, we focus on how cost allocation can be used as a means to create incentives for collaboration among companies, with the aim of reducing the total transportation cost. The collaboration is assumed to be ... -
The economic impact of multiple sclerosis to the patients and their families in Norway
(Journal article; Peer reviewed, 2018)Background Multiple sclerosis (MS) imposes high economic costs on society, but the patients and their families have to bear some of these costs. Objective We aimed to estimate the magnitude of these economic costs in ... -
The impact of design uncertainty in engineer-to-order project planning
(Peer reviewed; Journal article, 2017)A major driver of planning complexity in engineer-to-order (ETO) projects is design uncertainty far into the engineering and production processes. This leads to uncertainty in technical information and will typically lead ... -
Simulating physical basis risks in the Capesize freight market
(Peer reviewed; Journal article, 2017)The purpose of this paper is to evaluate the characteristics of the time-varying differential between the Baltic global trip-charter average and simulated earnings from a fleet of Capesize vessels. We interpret the standard ... -
Are AIS-based trade volume estimates reliable? The case of crude oil exports
(Peer reviewed; Journal article, 2017)Most global trade statistics in the public domain refer to official customs data, which are not generally available on a micro (individual cargo) level. With the increasing availability and completeness of ship positioning ... -
The Ensemble Kalman Filter for Multidimensional Bioeconomic Models
(Peer reviewed; Journal article, 2015) -
Does fuel efficiency pay? Empirical evidence from the drybulk timecharter market revisited
(Journal article; Peer reviewed, 2017)The time charter market for ships represents a classical example of the principal-agent problem, where shipowners can opt to invest in energy efficient ships, yet any savings in fuel expenditures accrue to the charterers. ... -
Optimal control with partial information for stochastic Volterra equations
(Journal article; Peer reviewed, 2010)In the first part of the paper we obtain existence and characterizations of an optimal control for a linear quadratic control problem of linear stochastic Volterra equations. In the second part, using the Malliavin calculus ... -
Duopolistic competition under risk aversion and uncertainty
(Journal article; Peer reviewed, 2014-07-16)A monopolist typically defers entry into an industry as both price uncertainty and the level of risk aversion increase. By contrast, the presence of a rival typically hastens entry under risk neutrality. Here, we examine ... -
Predators in the market: implications of market interaction on optimal resource management
(Journal article; Peer reviewed, 2017)A two-species bioeconomic model is analyzed, but in contrast to most similar models, there is no biological interaction between the species, only economic. The interaction takes place in the market where the quantity of ... -
A Maximum Principle Approach to Risk Indifference Pricing with Partial Information
(Journal article, 2008)We consider the problem of risk indifference pricing on an incomplete market, namely on a jump diffusion market where the controller has limited access to market information. We use the maximum principle for stochastic ... -
A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes
(Peer reviewed; Journal article, 2017)In this paper we develop a Malliavin–Skorohod type calculus for additive processes in the L1 and L1 settings, extending the probabilistic interpretation of the Malliavin–Skorohod operators to this context. We prove calculus ... -
Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :
(Peer reviewed; Journal article, 2013) -
Multivariate modeling and analysis of regional ocean freight rates
(Peer reviewed; Journal article, 2017)In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market ... -
A bridge between continuous and discrete-time bioeconomic models: Seasonality in fisheries
(Journal article; Peer reviewed, 2017)We develop a discretization method to construct a discrete finite-time bioeconomic model, corresponding to bioeconomic models with continuous-time growth function, but allowing the analysis of seasonality in fisheries. The ... -
Harvesting in a Fishery with Stochastic Growth and a Mean-Reverting Price
(Journal article; Peer reviewed, 2014)We analyze a continuous, nonlinear bioeconomic model to demonstrate how stochasticity in the growth of fish stocks affects the optimal exploitation policy when prices are stochastic, mean-reverting and possibly harvest ... -
Optimal multi-dimensional stochastic harvesting with density-dependent prices
(Journal article; Peer reviewed, 2016)We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capitaldependent utilities. The result is applied to ... -
Optimal control of predictive mean-field equations and applications to finance
(Peer reviewed; Journal article, 2016)We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t) and a predictive ... -
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives
(Journal article; Peer reviewed, 2016)In this article we consider a stochastic optimal control problem where the dynamics of the state process, X(t), is a controlled stochastic differential equation with jumps, delay and noisy memory. The term noisy memory ...